Traders in Financial Futures - Options and Futures Combined Positions as of July 25, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000) CFTC Code #090741 Open Interest is 217,922 Positions 22,632 92,739 9,276 33,975 5,797 8,167 59,414 38,324 27,591 10,216 2,504 3,829 42,822 29,695 Changes from: July 18, 2017 Total Change is: 11,012 -173 16,398 132 1,119 -769 904 8,443 -8,927 1,399 -2,841 -215 863 1,165 1,228 Percent of Open Interest Represented by Each Category of Trader 10.4 42.6 4.3 15.6 2.7 3.7 27.3 17.6 12.7 4.7 1.1 1.8 19.7 13.6 Number of Traders in Each Category Total Traders: 105 5 9 8 12 5 7 36 20 26 8 8 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 25, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000) CFTC Code #092741 Open Interest is 46,271 Positions 2,557 12,014 617 5,027 2,987 0 18,503 13,320 1,467 0 1,560 0 18,099 14,305 Changes from: July 18, 2017 Total Change is: 1,781 -809 2,777 -28 531 0 0 477 -1,235 -127 0 0 0 1,738 394 Percent of Open Interest Represented by Each Category of Trader 5.5 26.0 1.3 10.9 6.5 0.0 40.0 28.8 3.2 0.0 3.4 0.0 39.1 30.9 Number of Traders in Each Category Total Traders: 38 . 5 . . . 0 12 11 6 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 25, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500) CFTC Code #096742 Open Interest is 241,069 Positions 68,849 26,348 14,265 19,926 70,212 5,832 41,037 53,594 27,625 26,255 10,126 4,065 33,216 29,003 Changes from: July 18, 2017 Total Change is: 2,575 -1,721 -6,790 1,366 911 -516 94 1,960 10,964 1,062 -411 -545 54 -741 -3,114 Percent of Open Interest Represented by Each Category of Trader 28.6 10.9 5.9 8.3 29.1 2.4 17.0 22.2 11.5 10.9 4.2 1.7 13.8 12.0 Number of Traders in Each Category Total Traders: 123 8 9 12 14 20 9 35 26 30 7 4 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 25, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000) CFTC Code #097741 Open Interest is 272,819 Positions 120,705 14,509 11,690 21,752 58,639 6,898 24,077 109,066 24,824 36,809 3,958 3,429 22,635 39,806 Changes from: July 18, 2017 Total Change is: -12,217 -7,773 255 176 -805 -1,789 710 -9,827 -11,583 2,023 659 -724 124 2,497 -1,409 Percent of Open Interest Represented by Each Category of Trader 44.2 5.3 4.3 8.0 21.5 2.5 8.8 40.0 9.1 13.5 1.5 1.3 8.3 14.6 Number of Traders in Each Category Total Traders: 119 10 6 7 14 17 11 26 35 22 7 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 25, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000) CFTC Code #099741 Open Interest is 543,872 Positions 49,925 147,299 25,159 181,089 81,539 27,363 65,405 59,483 69,195 30,403 59,985 9,127 86,206 64,720 Changes from: July 18, 2017 Total Change is: 14,423 8,912 1,544 2,726 -1,252 1,976 3,550 -8,542 -5,105 8,965 -710 -2,707 1,148 -375 2,325 Percent of Open Interest Represented by Each Category of Trader 9.2 27.1 4.6 33.3 15.0 5.0 12.0 10.9 12.7 5.6 11.0 1.7 15.9 11.9 Number of Traders in Each Category Total Traders: 271 15 18 17 60 35 47 48 43 35 30 21 12 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 25, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000) CFTC Code #232741 Open Interest is 162,338 Positions 3,569 66,107 8,725 5,851 11,505 4,824 76,763 20,778 18,456 1,180 2,980 3,078 39,890 25,885 Changes from: July 18, 2017 Total Change is: 18,246 494 9,671 -5 207 -1,790 336 11,956 8,803 2,733 -150 -127 185 2,490 -1,559 Percent of Open Interest Represented by Each Category of Trader 2.2 40.7 5.4 3.6 7.1 3.0 47.3 12.8 11.4 0.7 1.8 1.9 24.6 15.9 Number of Traders in Each Category Total Traders: 103 6 8 9 7 13 6 42 18 18 . 6 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 25, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000) CFTC Code #089741 Open Interest is 37,473 Positions 6,106 22,737 1 8,352 219 0 21,683 10,308 0 126 3,042 0 1,205 1,166 Changes from: July 18, 2017 Total Change is: -2,281 -63 6 0 195 0 0 -2,468 -2,443 -12 126 87 0 -59 81 Percent of Open Interest Represented by Each Category of Trader 16.3 60.7 0.0 22.3 0.6 0.0 57.9 27.5 0.0 0.3 8.1 0.0 3.2 3.1 Number of Traders in Each Category Total Traders: 34 . 5 . . . 0 14 4 0 . 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 25, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000) CFTC Code #095741 Open Interest is 212,678 Positions 10,789 159,719 379 49,492 4,682 373 133,825 31,654 4,639 3,107 7,397 527 9,547 3,308 Changes from: July 18, 2017 Total Change is: 2,595 -194 2,585 222 540 850 0 1,164 738 -197 -100 -2,126 527 634 -4 Percent of Open Interest Represented by Each Category of Trader 5.1 75.1 0.2 23.3 2.2 0.2 62.9 14.9 2.2 1.5 3.5 0.2 4.5 1.6 Number of Traders in Each Category Total Traders: 152 4 8 . 19 6 . 63 27 8 15 9 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 25, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000) CFTC Code #102741 Open Interest is 25,093 Positions 541 8,889 2,789 5,199 235 0 14,348 11,444 185 238 980 0 1,793 571 Changes from: July 18, 2017 Total Change is: 4,751 541 -1,109 2,058 -6 0 0 2,020 3,655 1 108 60 0 29 86 Percent of Open Interest Represented by Each Category of Trader 2.2 35.4 11.1 20.7 0.9 0.0 57.2 45.6 0.7 0.9 3.9 0.0 7.1 2.3 Number of Traders in Each Category Total Traders: 32 . . . . . 0 8 12 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 25, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000) CFTC Code #112741 Open Interest is 54,603 Positions 1,408 32,288 160 3,078 10,039 0 42,877 6,583 22 414 1,242 0 6,644 4,269 Changes from: July 18, 2017 Total Change is: -2,893 60 -798 80 -319 6 0 -2,410 -1,798 -302 -405 -248 0 403 167 Percent of Open Interest Represented by Each Category of Trader 2.6 59.1 0.3 5.6 18.4 0.0 78.5 12.1 0.0 0.8 2.3 0.0 12.2 7.8 Number of Traders in Each Category Total Traders: 85 . 9 . 12 . 0 40 10 . . 6 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 25, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000) CFTC Code #122741 Open Interest is 20,271 Positions 5,899 11,959 3,817 1,504 933 0 8,027 2,123 93 0 450 0 931 896 Changes from: July 18, 2017 Total Change is: 632 -135 315 145 -181 337 0 822 -178 31 0 30 0 -50 -48 Percent of Open Interest Represented by Each Category of Trader 29.1 59.0 18.8 7.4 4.6 0.0 39.6 10.5 0.5 0.0 2.2 0.0 4.6 4.4 Number of Traders in Each Category Total Traders: 29 4 . . 5 . 0 8 4 . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 25, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX) CFTC Code #12460+ Open Interest is 65,766 Positions 7,530 38,850 1,233 11,721 931 895 31,585 8,978 3,198 1,125 1,317 188 8,291 10,177 Changes from: July 18, 2017 Total Change is: 573 -208 -294 12 -144 266 -16 607 -418 -88 -2 -113 0 412 1,223 Percent of Open Interest Represented by Each Category of Trader 11.5 59.1 1.9 17.8 1.4 1.4 48.0 13.7 4.9 1.7 2.0 0.3 12.6 15.5 Number of Traders in Each Category Total Traders: 115 11 24 5 15 . . 36 17 11 4 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 25, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX) CFTC Code #124603 Open Interest is 131,532 Positions 15,060 77,699 2,467 23,442 1,861 1,789 63,170 17,956 6,396 2,250 2,635 375 16,581 20,354 Changes from: July 18, 2017 Total Change is: 1,146 -417 -589 24 -287 532 -31 1,214 -835 -176 -4 -225 0 823 2,447 Percent of Open Interest Represented by Each Category of Trader 11.5 59.1 1.9 17.8 1.4 1.4 48.0 13.7 4.9 1.7 2.0 0.3 12.6 15.5 Number of Traders in Each Category Total Traders: 115 11 24 5 15 . . 36 17 11 4 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 25, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00) CFTC Code #13874+ Open Interest is 804,336 Positions 47,202 148,931 22,934 318,563 170,985 68,651 84,046 113,072 117,827 24,319 37,019 22,840 97,954 102,076 Changes from: July 18, 2017 Total Change is: 15,694 1,739 9,822 1,678 13,644 5,200 -3,402 1,583 6,744 -2,946 -486 -2,424 -1,485 5,369 2,507 Percent of Open Interest Represented by Each Category of Trader 5.9 18.5 2.9 39.6 21.3 8.5 10.4 14.1 14.6 3.0 4.6 2.8 12.2 12.7 Number of Traders in Each Category Total Traders: 678 35 43 40 130 93 105 86 140 132 80 71 78 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 25, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00) CFTC Code #138741 Open Interest is 104,963 Positions 5,071 23,813 6,720 11,846 15,565 7,284 7,089 5,198 22,058 2,667 198 3,676 38,552 20,451 Changes from: July 18, 2017 Total Change is: 3,805 -163 2,682 578 27 498 593 1,501 1,549 -2,192 80 -141 -398 3,778 636 Percent of Open Interest Represented by Each Category of Trader 4.8 22.7 6.4 11.3 14.8 6.9 6.8 5.0 21.0 2.5 0.2 3.5 36.7 19.5 Number of Traders in Each Category Total Traders: 68 5 9 7 7 5 . 13 16 28 7 6 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 25, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX) CFTC Code #13874A Open Interest is 3,496,863 Positions 223,513 638,449 68,209 1,536,401 779,921 304,021 408,949 563,532 454,680 108,592 184,441 95,487 297,013 408,123 Changes from: July 18, 2017 Total Change is: 59,447 9,740 35,931 5,266 67,891 23,318 -19,780 6,737 32,303 -10,099 -3,616 -12,202 -4,648 7,954 9,358 Percent of Open Interest Represented by Each Category of Trader 6.4 18.3 2.0 43.9 22.3 8.7 11.7 16.1 13.0 3.1 5.3 2.7 8.5 11.7 Number of Traders in Each Category Total Traders: 660 34 43 38 129 91 103 81 137 124 77 68 74 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 25, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- CFTC Code #13874C Open Interest is 25,264 Positions 3,614 23,614 0 9,479 443 422 8,312 0 0 270 0 0 3,167 785 Changes from: July 18, 2017 Total Change is: 1,858 -503 1,631 0 504 214 -18 1,866 0 0 0 0 0 9 31 Percent of Open Interest Represented by Each Category of Trader 14.3 93.5 0.0 37.5 1.8 1.7 32.9 0.0 0.0 1.1 0.0 0.0 12.5 3.1 Number of Traders in Each Category Total Traders: 21 . 6 0 6 . . 5 0 0 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 25, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- CFTC Code #13874E Open Interest is 15,264 Positions 1,641 12,908 0 1,479 785 40 9,221 0 815 0 0 0 2,068 716 Changes from: July 18, 2017 Total Change is: 97 -216 -61 0 138 122 -91 -10 -288 293 0 0 0 -17 122 Percent of Open Interest Represented by Each Category of Trader 10.8 84.6 0.0 9.7 5.1 0.3 60.4 0.0 5.3 0.0 0.0 0.0 13.5 4.7 Number of Traders in Each Category Total Traders: 21 . 7 0 . . . 8 0 . 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 25, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100) CFTC Code #33874A Open Interest is 93,037 Positions 3,360 39,783 439 46,632 38,698 4,418 25,333 3,965 1,054 0 280 0 11,801 4,400 Changes from: July 18, 2017 Total Change is: 1,160 -1,671 1,386 -99 3,564 -771 208 -254 -84 -188 0 0 0 -400 708 Percent of Open Interest Represented by Each Category of Trader 3.6 42.8 0.5 50.1 41.6 4.7 27.2 4.3 1.1 0.0 0.3 0.0 12.7 4.7 Number of Traders in Each Category Total Traders: 84 . 12 . 28 17 17 17 7 5 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 25, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100) CFTC Code #20974+ Open Interest is 60,271 Positions 8,115 18,640 1,270 13,257 8,517 1,073 25,073 16,098 2,026 2,022 3,677 623 6,812 8,346 Changes from: July 18, 2017 Total Change is: 770 972 2,161 -131 -1,503 329 49 2,049 -849 -715 127 28 -128 51 27 Percent of Open Interest Represented by Each Category of Trader 13.5 30.9 2.1 22.0 14.1 1.8 41.6 26.7 3.4 3.4 6.1 1.0 11.3 13.8 Number of Traders in Each Category Total Traders: 273 15 25 6 47 23 18 51 61 30 16 35 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 25, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20) CFTC Code #209742 Open Interest is 301,355 Positions 40,575 93,200 6,348 66,285 42,584 5,367 125,363 80,491 10,129 10,110 18,387 3,117 34,061 41,732 Changes from: July 18, 2017 Total Change is: 3,852 4,859 10,803 -655 -7,513 1,645 245 10,244 -4,244 -3,575 635 142 -642 255 134 Percent of Open Interest Represented by Each Category of Trader 13.5 30.9 2.1 22.0 14.1 1.8 41.6 26.7 3.4 3.4 6.1 1.0 11.3 13.8 Number of Traders in Each Category Total Traders: 273 15 25 6 47 23 18 51 61 30 16 35 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 25, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. (RUSSELL 2000 INDEX X $50) CFTC Code #23977A Open Interest is 571,811 Positions 59,965 93,920 4,973 236,042 192,768 41,826 175,741 197,129 14,021 12,243 6,736 458 26,542 19,980 Changes from: July 18, 2017 Total Change is: 9,574 3,476 -3,535 954 6,365 -2,139 -875 2,932 16,246 -2,119 -724 657 77 -512 307 Percent of Open Interest Represented by Each Category of Trader 10.5 16.4 0.9 41.3 33.7 7.3 30.7 34.5 2.5 2.1 1.2 0.1 4.6 3.5 Number of Traders in Each Category Total Traders: 315 23 21 6 67 49 32 62 65 26 13 15 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 25, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00) CFTC Code #240741 Open Interest is 35,901 Positions 1,176 18,323 0 15,352 1,028 454 6,105 2,773 97 3,686 10,633 0 9,031 2,593 Changes from: July 18, 2017 Total Change is: -364 8 0 0 426 0 -1 -803 425 0 -999 1 0 1,005 -789 Percent of Open Interest Represented by Each Category of Trader 3.3 51.0 0.0 42.8 2.9 1.3 17.0 7.7 0.3 10.3 29.6 0.0 25.2 7.2 Number of Traders in Each Category Total Traders: 44 . . 0 16 . . 7 7 . 4 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 25, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500) CFTC Code #240743 Open Interest is 56,725 Positions 11,586 4,294 1,245 14,081 2,695 2,429 14,407 6,683 307 1,045 1,391 0 11,625 37,681 Changes from: July 18, 2017 Total Change is: -2,030 -3,544 1,325 -33 -1,468 -2,559 611 1,318 -1,254 -994 43 239 0 2,037 635 Percent of Open Interest Represented by Each Category of Trader 20.4 7.6 2.2 24.8 4.8 4.3 25.4 11.8 0.5 1.8 2.5 0.0 20.5 66.4 Number of Traders in Each Category Total Traders: 79 15 6 4 14 4 7 21 13 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 25, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50) CFTC Code #244041 Open Interest is 324,596 Positions 50,880 200,922 3,001 188,467 74,126 15,022 43,403 11,198 13,663 2,573 1,558 0 7,587 5,106 Changes from: July 18, 2017 Total Change is: -711 2,585 -301 -4 -4,311 456 461 1,052 -1,463 -55 0 478 0 -439 -283 Percent of Open Interest Represented by Each Category of Trader 15.7 61.9 0.9 58.1 22.8 4.6 13.4 3.4 4.2 0.8 0.5 0.0 2.3 1.6 Number of Traders in Each Category Total Traders: 154 15 9 5 54 28 21 32 8 10 4 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 25, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50) CFTC Code #244042 Open Interest is 1,053,340 Positions 25,069 789,685 4,989 656,126 109,540 63,812 193,638 33,082 29,585 54,724 11,693 723 24,674 10,231 Changes from: July 18, 2017 Total Change is: -1,008 -1,182 -5,613 -131 -3,396 1,559 -1,146 6,872 3,758 -639 -2,053 -1,786 0 667 2,990 Percent of Open Interest Represented by Each Category of Trader 2.4 75.0 0.5 62.3 10.4 6.1 18.4 3.1 2.8 5.2 1.1 0.1 2.3 1.0 Number of Traders in Each Category Total Traders: 359 28 18 7 124 40 54 68 26 18 44 11 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 25, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250) CFTC Code #43874A Open Interest is 92,394 Positions 22,460 34,517 57,424 6,195 0 5 5,712 0 418 158 30 0 22 0 Changes from: July 18, 2017 Total Change is: 5,169 2,652 2,502 2,707 0 0 0 -150 0 -40 0 0 0 0 0 Percent of Open Interest Represented by Each Category of Trader 24.3 37.4 62.2 6.7 0.0 0.0 6.2 0.0 0.5 0.2 0.0 0.0 0.0 0.0 Number of Traders in Each Category Total Traders: 20 . 10 9 . 0 . . 0 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 25, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #020601 Open Interest is 858,397 Positions 12,200 37,042 20,007 284,134 180,833 141,470 114,183 142,128 86,546 13,529 49,603 21,315 165,014 179,453 Changes from: July 18, 2017 Total Change is: -45,292 3,286 -305 -2,180 -10,327 20,926 -11,099 14,836 3,563 -24,658 3,980 4,667 -22,438 3,307 -13,768 Percent of Open Interest Represented by Each Category of Trader 1.4 4.3 2.3 33.1 21.1 16.5 13.3 16.6 10.1 1.6 5.8 2.5 19.2 20.9 Number of Traders in Each Category Total Traders: 170 8 15 14 44 25 36 24 33 43 9 12 12 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 25, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #020604 Open Interest is 808,470 Positions 0 160,052 1,447 447,620 38,754 118,840 74,535 353,195 22,180 34,109 15,725 1,812 107,927 96,464 Changes from: July 18, 2017 Total Change is: 13,742 0 -5,611 590 11,691 -1,586 633 3,867 11,182 465 -2,008 -368 0 -1,495 8,438 Percent of Open Interest Represented by Each Category of Trader 0.0 19.8 0.2 55.4 4.8 14.7 9.2 43.7 2.7 4.2 1.9 0.2 13.3 11.9 Number of Traders in Each Category Total Traders: 118 0 16 . 48 10 33 13 22 13 4 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 25, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE) CFTC Code #042601 Open Interest is 1,375,422 Positions 48,675 117,697 7,049 460,415 247,247 167,604 321,197 311,763 43,876 194,025 318,185 5,480 127,100 156,522 Changes from: July 18, 2017 Total Change is: 7,864 -4,536 13,464 2,272 -1,924 -14,813 7,660 8,433 15,801 2,621 -202 -8,070 390 -6,850 -11,461 Percent of Open Interest Represented by Each Category of Trader 3.5 8.6 0.5 33.5 18.0 12.2 23.4 22.7 3.2 14.1 23.1 0.4 9.2 11.4 Number of Traders in Each Category Total Traders: 266 12 23 7 54 44 48 41 49 38 20 23 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 25, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #043602 Open Interest is 3,675,246 Positions 133,037 182,226 137,306 1,122,601 968,202 581,115 590,445 650,970 349,385 295,362 148,450 74,115 391,881 583,478 Changes from: July 18, 2017 Total Change is: -132,184 28,709 -28,465 -46,030 -27,775 36,258 -72,556 53,016 12,855 -58,725 -2,228 -4,281 -12,868 6,272 41,628 Percent of Open Interest Represented by Each Category of Trader 3.6 5.0 3.7 30.5 26.3 15.8 16.1 17.7 9.5 8.0 4.0 2.0 10.7 15.9 Number of Traders in Each Category Total Traders: 392 23 32 40 56 98 86 55 75 84 28 25 22 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 25, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #043607 Open Interest is 401,935 Positions 18,199 11,517 4,345 100,487 181,811 26,337 149,305 39,923 10,606 10,885 8,686 0 81,771 118,710 Changes from: July 18, 2017 Total Change is: 11,225 8,824 6,044 -719 2,629 10,319 -772 6,828 -1,126 -2,987 -1,196 2,057 0 -1,382 -1,591 Percent of Open Interest Represented by Each Category of Trader 4.5 2.9 1.1 25.0 45.2 6.6 37.1 9.9 2.6 2.7 2.2 0.0 20.3 29.5 Number of Traders in Each Category Total Traders: 66 4 4 . 12 24 25 10 7 5 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 25, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #044601 Open Interest is 3,111,027 Positions 67,190 282,558 61,798 1,649,500 747,308 409,297 260,747 773,564 191,188 168,133 238,135 22,597 280,577 384,582 Changes from: July 18, 2017 Total Change is: -63,812 6,413 -30,517 4,994 -48,435 -9,182 -819 -2,809 -5,666 -7,791 -3,301 -4,009 -8,444 -3,620 -2,378 Percent of Open Interest Represented by Each Category of Trader 2.2 9.1 2.0 53.0 24.0 13.2 8.4 24.9 6.1 5.4 7.7 0.7 9.0 12.4 Number of Traders in Each Category Total Traders: 294 11 30 21 55 54 69 40 65 63 12 27 12 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 25, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000) CFTC Code #045601 Open Interest is 1,649,526 Positions 391,371 196,878 529,067 12,619 28,999 16,881 204,249 303,657 333,571 51,035 96,933 71,403 39,330 72,137 Changes from: July 18, 2017 Total Change is: 12,483 -7,856 -12,134 22,175 0 -668 47 369 24,846 -16,726 12,763 -11,450 1,049 662 5,344 Percent of Open Interest Represented by Each Category of Trader 23.7 11.9 32.1 0.8 1.8 1.0 12.4 18.4 20.2 3.1 5.9 4.3 2.4 4.4 Number of Traders in Each Category Total Traders: 151 20 37 48 . 8 . 15 48 45 6 8 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 25, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000) CFTC Code #132741 Open Interest is21,035,057 Positions 4,501,081 951,335 3,841,165 119,357 2,008,393 838,592 488,672 1,920,071 8,130,450 811,406 474,479 1,653,238 651,095 1,217,333 Changes from: July 18, 2017 Total Change is: 338,195 140,420 -2,625 63,787 -15,664 121,150 -25,771 -47,740 22,357 378,921 2,450 -42,048 -95,636 -62,573 -81,940 Percent of Open Interest Represented by Each Category of Trader 21.4 4.5 18.3 0.6 9.5 4.0 2.3 9.1 38.7 3.9 2.3 7.9 3.1 5.8 Number of Traders in Each Category Total Traders: 342 27 52 71 6 41 36 47 108 120 11 41 41 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 25, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000) CFTC Code #246605 Open Interest is 31,396 Positions 5,003 5,270 0 271 13,329 115 17,116 8,519 0 8,801 4,027 39 51 97 Changes from: July 18, 2017 Total Change is: 596 76 244 0 -25 -58 25 455 448 0 60 -69 0 5 6 Percent of Open Interest Represented by Each Category of Trader 15.9 16.8 0.0 0.9 42.5 0.4 54.5 27.1 0.0 28.0 12.8 0.1 0.2 0.3 Number of Traders in Each Category Total Traders: 50 . 6 0 . 12 . 6 11 0 6 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 25, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000) CFTC Code #246606 Open Interest is 22,943 Positions 10,324 956 0 576 8,475 118 11,464 9,289 0 420 4,025 1 40 79 Changes from: July 18, 2017 Total Change is: -170 -300 122 0 -16 392 0 -109 -619 0 258 -52 -8 5 -5 Percent of Open Interest Represented by Each Category of Trader 45.0 4.2 0.0 2.5 36.9 0.5 50.0 40.5 0.0 1.8 17.5 0.0 0.2 0.3 Number of Traders in Each Category Total Traders: 35 5 . 0 . 6 . 6 8 0 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 25, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000) CFTC Code #098662 Open Interest is 50,134 Positions 407 15,335 0 11,789 6,772 548 18,911 20,568 2,164 7,759 1,549 44 8,511 3,154 Changes from: July 18, 2017 Total Change is: -3,102 -8 -3,549 0 628 545 -30 -910 1,329 -360 -1,715 24 0 -707 -1,061 Percent of Open Interest Represented by Each Category of Trader 0.8 30.6 0.0 23.5 13.5 1.1 37.7 41.0 4.3 15.5 3.1 0.1 17.0 6.3 Number of Traders in Each Category Total Traders: 141 4 . 0 9 6 . 27 40 16 43 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 25, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX) CFTC Code #1170E1 Open Interest is 611,661 Positions 137,468 49,518 29,443 79,247 54,657 54,214 135,139 259,023 99,663 23,693 14,492 18,349 34,445 32,302 Changes from: July 18, 2017 Total Change is: -5,896 14,069 -1,975 -4,731 5,213 8,724 -12,707 -6,362 11,719 1,433 907 -2,935 -2,703 -1,015 -2,721 Percent of Open Interest Represented by Each Category of Trader 22.5 8.1 4.8 13.0 8.9 8.9 22.1 42.3 16.3 3.9 2.4 3.0 5.6 5.3 Number of Traders in Each Category Total Traders: 286 28 6 20 23 29 14 63 77 54 26 19 26 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 25, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX) CFTC Code #221602 Open Interest is 47,471 Positions 273 0 0 38,424 1,569 0 3,521 45,386 256 4,947 135 0 50 125 Changes from: July 18, 2017 Total Change is: 800 84 -220 0 582 0 0 73 1,031 0 59 1 0 2 -12 Percent of Open Interest Represented by Each Category of Trader 0.6 0.0 0.0 80.9 3.3 0.0 7.4 95.6 0.5 10.4 0.3 0.0 0.1 0.3 Number of Traders in Each Category Total Traders: 40 . 0 0 9 . 0 6 11 . 8 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 25, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE (GSCI X $250) CFTC Code #256741 Open Interest is 15,343 Positions 3,170 7,735 0 10,524 158 282 467 6,755 1 435 0 0 464 412 Changes from: July 18, 2017 Total Change is: -344 0 -551 0 108 0 0 13 734 -636 217 0 0 -46 109 Percent of Open Interest Represented by Each Category of Trader 20.7 50.4 0.0 68.6 1.0 1.8 3.0 44.0 0.0 2.8 0.0 0.0 3.0 2.7 Number of Traders in Each Category Total Traders: 20 . . 0 9 . . . 4 . . 0 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated July 28, 2017